CESC
Cesc Ltd
Historical option data for CESC
08 Apr 2025 04:03 PM IST
| CESC 24APR2025 180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 150.41 | 0.45 | 0.1 | 53.33 | 110 | -12 | 87 | |||
| 7 Apr | 149.46 | 0.35 | 0.1 | 50.00 | 89 | -14 | 100 | |||
| 4 Apr | 151.83 | 0.3 | -0.25 | 41.59 | 53 | -12 | 115 | |||
| 3 Apr | 157.43 | 0.6 | 0.15 | 38.17 | 33 | -3 | 126 | |||
| 2 Apr | 153.91 | 0.45 | 0 | 40.10 | 15 | -2 | 130 | |||
| 1 Apr | 152.98 | 0.45 | -0.1 | 39.85 | 41 | 0 | 132 | |||
| 28 Mar | 153.86 | 0.6 | -0.15 | 39.03 | 296 | 81 | 132 | |||
| 27 Mar | 152.88 | 0.75 | 0.15 | 41.71 | 4 | 0 | 50 | |||
| 26 Mar | 150.39 | 0.6 | -0.3 | 42.24 | 37 | 15 | 50 | |||
| 25 Mar | 150.99 | 0.9 | -0.2 | 45.14 | 14 | 7 | 36 | |||
| 24 Mar | 153.86 | 1.1 | 0.3 | 41.73 | 35 | 26 | 29 | |||
| 20 Mar | 146.82 | 0.8 | -2.35 | 44.41 | 4 | 2 | 2 | |||
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| 26 Feb | 132.99 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 133.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 136.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 136.56 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 137.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 133.48 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 135.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 138.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 139.47 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 137.56 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 138.81 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Cesc Ltd - strike price 180 expiring on 24APR2025
Delta for 180 CE is 0.06
Historical price for 180 CE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 53.33, the open interest changed by -12 which decreased total open position to 87
On 7 Apr CESC was trading at 149.46. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 50.00, the open interest changed by -14 which decreased total open position to 100
On 4 Apr CESC was trading at 151.83. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 41.59, the open interest changed by -12 which decreased total open position to 115
On 3 Apr CESC was trading at 157.43. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 38.17, the open interest changed by -3 which decreased total open position to 126
On 2 Apr CESC was trading at 153.91. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 40.10, the open interest changed by -2 which decreased total open position to 130
On 1 Apr CESC was trading at 152.98. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 39.85, the open interest changed by 0 which decreased total open position to 132
On 28 Mar CESC was trading at 153.86. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 39.03, the open interest changed by 81 which increased total open position to 132
On 27 Mar CESC was trading at 152.88. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 41.71, the open interest changed by 0 which decreased total open position to 50
On 26 Mar CESC was trading at 150.39. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 42.24, the open interest changed by 15 which increased total open position to 50
On 25 Mar CESC was trading at 150.99. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 45.14, the open interest changed by 7 which increased total open position to 36
On 24 Mar CESC was trading at 153.86. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 41.73, the open interest changed by 26 which increased total open position to 29
On 20 Mar CESC was trading at 146.82. The strike last trading price was 0.8, which was -2.35 lower than the previous day. The implied volatity was 44.41, the open interest changed by 2 which increased total open position to 2
On 26 Feb CESC was trading at 132.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Feb CESC was trading at 133.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Feb CESC was trading at 136.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Feb CESC was trading at 136.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb CESC was trading at 137.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Feb CESC was trading at 133.48. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb CESC was trading at 135.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CESC was trading at 138.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CESC was trading at 139.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CESC was trading at 137.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CESC was trading at 138.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CESC 24APR2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 150.41 | 25.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 149.46 | 25.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 151.83 | 25.45 | -2.35 | - | 2 | 0 | 3 |
| 3 Apr | 157.43 | 27.8 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 153.91 | 27.8 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 152.98 | 27.8 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 153.86 | 27.8 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 152.88 | 27.8 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 150.39 | 27.8 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 150.99 | 27.8 | 1.9 | - | 3 | 1 | 3 |
| 24 Mar | 153.86 | 25.9 | -12.7 | 45.05 | 2 | 1 | 1 |
| 20 Mar | 146.82 | 38.6 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 132.99 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 133.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 136.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 136.56 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 137.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 133.48 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 135.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 138.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 139.47 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 137.56 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 138.81 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Cesc Ltd - strike price 180 expiring on 24APR2025
Delta for 180 PE is 0.00
Historical price for 180 PE is as follows
On 8 Apr CESC was trading at 150.41. The strike last trading price was 25.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CESC was trading at 149.46. The strike last trading price was 25.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr CESC was trading at 151.83. The strike last trading price was 25.45, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Apr CESC was trading at 157.43. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr CESC was trading at 153.91. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr CESC was trading at 152.98. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar CESC was trading at 153.86. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar CESC was trading at 152.88. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar CESC was trading at 150.39. The strike last trading price was 27.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar CESC was trading at 150.99. The strike last trading price was 27.8, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 24 Mar CESC was trading at 153.86. The strike last trading price was 25.9, which was -12.7 lower than the previous day. The implied volatity was 45.05, the open interest changed by 1 which increased total open position to 1
On 20 Mar CESC was trading at 146.82. The strike last trading price was 38.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb CESC was trading at 132.99. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Feb CESC was trading at 133.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Feb CESC was trading at 136.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Feb CESC was trading at 136.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb CESC was trading at 137.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Feb CESC was trading at 133.48. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb CESC was trading at 135.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CESC was trading at 138.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CESC was trading at 139.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CESC was trading at 137.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CESC was trading at 138.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
